Seminario: 10 novembre 2017 - Ekaterina Gromova

Venerdì, 10 Novembre, 2017

Venerdì 10 novembre, alle ore 11:00, Aula "Matematica" (Sapienza Università di Roma, Via del Castro Laurenziano 9, Roma - Facoltà di Economia, 1° piano)

Relatore: Ekaterina Gromova (St. Petersburg State University)


A survey on game-theoretic dynamic models with random duration will be presented in this talk. In particular, new problem statements will be considered both in the framework of discrete and differential games. Typically, a differential (resp. discrete) game is considered over a fixed interval [t_0,T], where T can be possibly equal to infinity. We consider the following modifications: random start t_0, random terminal time T, random terminal time T for asymmetric players. The latter can be extended in the following ways: the game may stop when one of the players leaves the game or the game may continue with a subset of players. Another generalization consists in considering the probability distribution function F(t) which changes with time (state). For instance, in pollution control games the probability of the termination of the game (leading to a revision of the game regulations) changes depending on the current state of pollution. For all mentioned models methods of finding the optimal solution in open-loop and closed-loop (feedback) form are discussed.

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